Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,020 CHF | 20,010 CHF | 99.39% | 99.39% |
19/11/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 96.73% | 96.73% |
18/11/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,061 CHF | 20,030 CHF | 97.70% | 97.70% |
15/11/2024 | 22.95% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,021 CHF | 24,511 CHF | 96.48% | 96.48% |
14/11/2024 | 17.32% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,075 CHF | 31,538 CHF | 99.38% | 99.38% |
13/11/2024 | 21.96% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,661 CHF | 25,331 CHF | 98.97% | 98.97% |
12/11/2024 | 18.76% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 48,566 CHF | 29,283 CHF | 99.38% | 99.38% |
11/11/2024 | 18.17% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,050 CHF | 30,025 CHF | 99.36% | 99.36% |
08/11/2024 | 15.29% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,444 CHF | 35,222 CHF | 99.35% | 99.35% |
07/11/2024 | 15.22% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,782 CHF | 35,391 CHF | 98.65% | 98.65% |